I also have a MFWD 2950, have run it for a few years now and have always had the same problem, except mine does it in range and gears.
I have found though if I ALWAYS go to a slot (range or gear) backwards (second or forth gear, reverse range) on the tractor before I shift into any slot forward (first or third gear, I or II range) it basically solves the problem completely. It took some getting used to and I have had to yell at my cousin multiple times but he finally got it and it works.
Also usually I must, and you can just tell by feel, put the gear into neutral to change range.
Hope this helps, it solved my problem with same thing
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Today's Featured Article - Talk of the Town: The Saga of Grandpa's Tractor - by The following saga is from the Tractor Talk Discussion Forum. Someone. The saga starts with the following message: Hey guys I have a decision to make. I know what you all will probably suggest and it will probably agree with me way down inside, but here it is. I have a picture blown up and framed in my "tractor room" of a Farmall M. It was my Grandpa's tractor, of which whom I never got to meet. He froze to death getting this tractor out of the barn to pull a truck out of the ditch before I was born. Anyway my dad and aunt had to sell it at the auction,
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